+222.9%
SAP vs ALLY
+201.0%
+21.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +10.5% | +3.4% | +7.1% | +9.6% |
| 3M | +15.2% | -11.1% | +26.2% | +18.6% |
| 6M | +36.7% | -11.5% | +48.2% | +40.6% |
| YTD | -0.6% | -12.3% | +11.8% | +2.1% |
| 1Y | -4.1% | +1.1% | -5.2% | -5.3% |
| 3Y | +73.2% | +64.8% | +8.4% | +45.9% |
| 5Y | +74.1% | -6.9% | +81.0% | +65.4% |
| 10Y | +222.9% | +194.9% | +28.0% | +142.6% |
| All | +222.9% | +201.0% | +21.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling